+516.3%
MDLZ vs TRV
+1,388.7%
-872.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +2.3% | +2.0% | +0.3% | +1.7% |
| 30D | +7.9% | +6.7% | +1.2% | +6.0% |
| 3M | +7.3% | +9.4% | -2.1% | +4.5% |
| 6M | +11.7% | +37.7% | -26.0% | +1.7% |
| YTD | +28.7% | +40.6% | -11.8% | +16.2% |
| 1Y | +22.8% | +42.4% | -19.7% | +10.4% |
| 3Y | +6.6% | +148.1% | -141.5% | -19.4% |
| 5Y | +23.2% | +181.7% | -158.5% | -11.2% |
| 10Y | +108.7% | +352.6% | -243.9% | +28.5% |
| All | +516.3% | +1,388.7% | -872.4% | +153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling